Example of a functor which preserves all small limits but has no left adjoint

A nontrivial example is mentioned in MacLane's Categories for the Working Mathematician , on page 123: consider the category $\mathbf{CompBool}$ of complete boolean algebras. The forgetful functor $\mathbf{CompBool} \to \mathbf{Set}$ has no left adjoint, but preserves all limits ($\mathbf{CompBool}$ is also small-complete). The reason is that, given a denumerable set $D$, one can construct an arbitrarily large complete Boolean algebra generated by $D$ (a fact that was apparently proved by Solvay in 1966), and so the solution set condition in the General AFT fails.

Martin's answer is probably the one you want, but here's another marginally trivial example.

Let $\mathcal{C}$ be a category and let $\mathbf{1}$ be the terminal category with only one object and one morphism. The unique functor $G : \mathcal{C} \to \mathbf{1}$ obviously preserves all limits, but $G$ has a left adjoint if and only if $\mathcal{C}$ has an initial object. Dually, $G$ preserves all colimits and has a right adjoint if and only if $\mathcal{C}$ has a terminal object.